
Doing Bayesian Data Analysis: A Tutorial with R, JAGS, and Stan, Second Edition provides an accessible approach for conducting Bayesian data analysis, as material is explained clearly with concrete examples. Included are step-by-step instructions on how to carry out Bayesian data analyses in the popular and free software R and WinBugs, as well as new programs in JAGS and Stan. The new programs are designed to be much easier to use than the scripts in the first edition. In particular, there are now compact high-level scripts that make it easy to run the programs on your own data sets. The book is divided into three parts and begins with the basics: models, probability, Bayes’ rule, and the R programming language. The discussion then moves to the fundamentals applied to inferring a binomial probability, before concluding with chapters on the generalized linear model. Topics include metric-predicted variable on one or two groups; metric-predicted variable with one metric predictor; metric-predicted variable with multiple metric predictors; metric-predicted variable with one nominal predictor; and metric-predicted variable with multiple nominal predictors. The exercises found in the text have explicit purposes and guidelines for accomplishment. This book is intended for first-year graduate students or advanced undergraduates in statistics, data analysis, psychology, cognitive science, social sciences, clinical sciences, and consumer sciences in business.
Doing Bayesian Data Analysis
Statistical Rethinking
A more complete coverage of Bayesian statistics is Bayesian Data Analysis by Gelman but it's far less accessible than the others.
- Doing Bayesian Data Analysis (dog book)
- Student's Guide to Bayesian Statistics
Slightly more advanced - Bayesian Data Analysis 3 (currently free! http://www.stat.columbia.edu/~gelman/book/)No. I would not recommend it unless you have a strong foundation in statistic.
If you want an introduction, I like "Doing Bayesian Data Analysis: A Tutorial with R and BUGS" by John K. Kruschke. It's basically the Bayesian intro statistic version of Wackerly's statistic book (frequentist).